+5,728.5%
CDNS vs AJG
+11,290.2%
-5,561.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -6.5% | -8.5% | +2.0% | -3.0% |
| 30D | -13.0% | -3.8% | -9.2% | -11.8% |
| 3M | -26.0% | +10.8% | -36.8% | -29.9% |
| 6M | -2.8% | +15.6% | -18.5% | -9.9% |
| YTD | -8.8% | -5.1% | -3.7% | -8.9% |
| 1Y | -15.8% | -16.0% | +0.2% | -11.9% |
| 3Y | +19.7% | +9.7% | +10.0% | +8.9% |
| 5Y | +70.8% | +77.8% | -7.1% | +26.1% |
| 10Y | +1,038.0% | +478.2% | +559.8% | +417.1% |
| All | +5,728.5% | +11,290.2% | -5,561.6% | +948.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AJG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling